Marika Vezzoli

University of Brescia

Piazza del Mercato, 15

25122 Brescia

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

303

CITATIONS

2

Scholarly Papers (4)

1.

Multidimensional Distance to Collapse Point and Sovereign Default Prediction

CAREFIN Research Paper No. 12/08
Number of pages: 44 Posted: 29 Nov 2008
Roberto Savona and Marika Vezzoli
University of Brescia and University of Brescia
Downloads 133 (170,679)
Citation 1

Abstract:

CRoss validation AGGregatING, distance to default, Probit, Regression trees, Sovereign default

Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals

Number of pages: 59 Posted: 30 Nov 2011
Roberto Savona and Marika Vezzoli
University of Brescia and University of Brescia
Downloads 71 (282,656)
Citation 1

Abstract:

Data mining, Evaluating forecasts, Model selection, Panel data, Probability forecasting

Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 26
Number of pages: 60 Posted: 07 Nov 2012
Roberto Savona and Marika Vezzoli
University of Brescia and University of Brescia
Downloads 27 (428,009)
Citation 1

Abstract:

Data mining, Evaluating forecasts, Model selection, Panel data, Probability forecasting

Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 1, pp. 66-92, 2015
Number of pages: 27 Posted: 07 Jan 2015
Roberto Savona and Marika Vezzoli
University of Brescia and University of Brescia
Downloads 0
Citation 1
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Abstract:

3.

Rules of Thumb for Banking Crises in Emerging Markets

Quaderni DSE Working Paper N° 872,
Number of pages: 31 Posted: 23 Mar 2013
Paolo Manasse, Roberto Savona and Marika Vezzoli
UniversitĂ  degli Studi di Bologna - Department of Economics, University of Brescia and University of Brescia
Downloads 24 (390,824)

Abstract:

Banking Crises, Early Warnings, Regression and Classification Trees, Stepwise Logit

4.

European Sovereign Systemic Risk Zones

Number of pages: 87 Posted: 16 Mar 2016
Panteion University of Athens - Department of Economic and Regional Development, Athens University of Economics and Business, University of Brescia and University of Brescia
Downloads 0 (416,486)

Abstract:

Credit default swaps, systemic risk, contagion, copula, regression trees